-23.0%
SGI vs RACE
+4.8%
-27.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.5% |
| 7D | +5.3% | +5.7% | -0.3% | +2.4% |
| 30D | +8.2% | +9.3% | -1.1% | +3.4% |
| 3M | -2.2% | +3.8% | -6.0% | -4.2% |
| 6M | -8.4% | +29.8% | -38.2% | -20.1% |
| YTD | -23.4% | +15.6% | -39.1% | -32.0% |
| All | -23.0% | +4.8% | -27.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling